+420.0%
VLO vs CF
+120.6%
+299.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -13.3% | -3.2% | -10.1% | -12.3% |
| 30D | -18.3% | +4.3% | -22.6% | -19.9% |
| 3M | +14.3% | +2.8% | +11.5% | +12.3% |
| 6M | +47.6% | +0.6% | +47.0% | +45.4% |
| YTD | +116.0% | +56.6% | +59.3% | +75.7% |
| 1Y | +101.0% | +49.6% | +51.4% | +66.5% |
| 3Y | +199.0% | +61.5% | +137.5% | +133.2% |
| All | +420.0% | +120.6% | +299.4% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling